@drift-labs/sdk 2.130.0-beta.8 → 2.130.0

package/lib/browser/idl/drift.json

@@ -1,5 +1,5 @@
 {
-    "version": "2.129.0",
+    "version": "2.130.0",
     "name": "drift",
     "instructions": [
         {
@@ -2099,7 +2099,12 @@
                     "isSigner": false
                 }
             ],
-            "args": []
+            "args": [
+                {
+                    "name": "disableMaintenance",
+                    "type": "bool"
+                }
+            ]
         },
         {
             "name": "updateUserFuelBonus",
@@ -7531,7 +7536,7 @@
             ]
         },
         {
-            "name": "updateDisableBitflagsMmOracle",
+            "name": "updateFeatureBitFlagsMmOracle",
             "accounts": [
                 {
                     "name": "admin",
@@ -7546,7 +7551,7 @@
             ],
             "args": [
                 {
-                    "name": "disable",
+                    "name": "enable",
                     "type": "bool"
                 }
             ]
@@ -7795,11 +7800,24 @@
                         "type": "u8"
                     },
                     {
-                        "name": "padding",
+                        "name": "padding1",
                         "type": {
                             "array": [
                                 "u8",
-                                31
+                                3
+                            ]
+                        }
+                    },
+                    {
+                        "name": "currentMaintenanceUsers",
+                        "type": "u32"
+                    },
+                    {
+                        "name": "padding2",
+                        "type": {
+                            "array": [
+                                "u8",
+                                24
                             ]
                         }
                     }
@@ -8324,12 +8342,20 @@
                         "name": "protectedMakerDynamicDivisor",
                         "type": "u8"
                     },
+                    {
+                        "name": "padding1",
+                        "type": "u32"
+                    },
+                    {
+                        "name": "lastFillPrice",
+                        "type": "u64"
+                    },
                     {
                         "name": "padding",
                         "type": {
                             "array": [
                                 "u8",
-                                36
+                                24
                             ]
                         }
                     }
@@ -9060,7 +9086,7 @@
                         "type": "u16"
                     },
                     {
-                        "name": "disableBitFlags",
+                        "name": "featureBitFlags",
                         "type": "u8"
                     },
                     {
@@ -10640,7 +10666,7 @@
                         "name": "lastFundingRate",
                         "docs": [
                             "last funding rate in this perp market (unit is quote per base)",
-                            "precision: QUOTE_PRECISION"
+                            "precision: FUNDING_RATE_PRECISION"
                         ],
                         "type": "i64"
                     },
@@ -10648,7 +10674,7 @@
                         "name": "lastFundingRateLong",
                         "docs": [
                             "last funding rate for longs in this perp market (unit is quote per base)",
-                            "precision: QUOTE_PRECISION"
+                            "precision: FUNDING_RATE_PRECISION"
                         ],
                         "type": "i64"
                     },
@@ -11078,9 +11104,13 @@
                         "type": {
                             "array": [
                                 "u8",
-                                11
+                                3
                             ]
                         }
+                    },
+                    {
+                        "name": "lastFundingOracleTwap",
+                        "type": "i64"
                     }
                 ]
             }
@@ -12002,6 +12032,26 @@
                 ]
             }
         },
+        {
+            "name": "LogMode",
+            "type": {
+                "kind": "enum",
+                "variants": [
+                    {
+                        "name": "None"
+                    },
+                    {
+                        "name": "ExchangeOracle"
+                    },
+                    {
+                        "name": "MMOracle"
+                    },
+                    {
+                        "name": "SafeMMOracle"
+                    }
+                ]
+            }
+        },
         {
             "name": "PositionUpdateType",
             "type": {
@@ -12751,6 +12801,20 @@
                 ]
             }
         },
+        {
+            "name": "FeatureBitFlags",
+            "type": {
+                "kind": "enum",
+                "variants": [
+                    {
+                        "name": "MmOracleUpdate"
+                    },
+                    {
+                        "name": "EnableMedianTriggerPrice"
+                    }
+                ]
+            }
+        },
         {
             "name": "UserStatus",
             "type": {
@@ -13674,6 +13738,13 @@
                         "option": "u64"
                     },
                     "index": false
+                },
+                {
+                    "name": "triggerPrice",
+                    "type": {
+                        "option": "u64"
+                    },
+                    "index": false
                 }
             ]
         },

package/lib/browser/math/amm.d.ts

@@ -12,6 +12,10 @@ export declare function calculateUpdatedAMMSpreadReserves(amm: AMM, direction: P
     sqrtK: BN;
     newPeg: BN;
 };
+export declare function calculateAMMBidAskPrice(amm: AMM, oraclePriceData: OraclePriceData, withUpdate?: boolean, isPrediction?: boolean): [BN, BN];
+/**
+ * @deprecated Use calculateAMMBidAskPrice instead
+ */
 export declare function calculateBidAskPrice(amm: AMM, oraclePriceData: OraclePriceData, withUpdate?: boolean, isPrediction?: boolean): [BN, BN];
 /**
  * Calculates a price given an arbitrary base and quote amount (they must have the same precision)

package/lib/browser/math/amm.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateMaxBaseAssetAmountFillable = exports.calculateQuoteAssetAmountSwapped = exports.calculateMaxBaseAssetAmountToTrade = exports.calculateTerminalPrice = exports.getSwapDirection = exports.calculateSwapOutput = exports.calculateSpreadReserves = exports.getQuoteAssetReservePredictionMarketBounds = exports.calculateSpread = exports.calculateSpreadBN = exports.calculateVolSpreadBN = exports.calculateMaxSpread = exports.calculateEffectiveLeverage = exports.calculateReferencePriceOffset = exports.calculateInventoryScale = exports.calculateInventoryLiquidityRatio = exports.calculateMarketOpenBidAsk = exports.calculateAmmReservesAfterSwap = exports.calculatePrice = exports.calculateBidAskPrice = exports.calculateUpdatedAMMSpreadReserves = exports.calculateUpdatedAMM = exports.calculateNewAmm = exports.calculateOptimalPegAndBudget = exports.calculatePegFromTargetPrice = void 0;
+exports.calculateMaxBaseAssetAmountFillable = exports.calculateQuoteAssetAmountSwapped = exports.calculateMaxBaseAssetAmountToTrade = exports.calculateTerminalPrice = exports.getSwapDirection = exports.calculateSwapOutput = exports.calculateSpreadReserves = exports.getQuoteAssetReservePredictionMarketBounds = exports.calculateSpread = exports.calculateSpreadBN = exports.calculateVolSpreadBN = exports.calculateMaxSpread = exports.calculateEffectiveLeverage = exports.calculateReferencePriceOffset = exports.calculateInventoryScale = exports.calculateInventoryLiquidityRatio = exports.calculateMarketOpenBidAsk = exports.calculateAmmReservesAfterSwap = exports.calculatePrice = exports.calculateBidAskPrice = exports.calculateAMMBidAskPrice = exports.calculateUpdatedAMMSpreadReserves = exports.calculateUpdatedAMM = exports.calculateNewAmm = exports.calculateOptimalPegAndBudget = exports.calculatePegFromTargetPrice = void 0;
 const anchor_1 = require("@coral-xyz/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
 const types_1 = require("../types");
@@ -82,9 +82,6 @@ function calculateNewAmm(amm, oraclePriceData) {
 }
 exports.calculateNewAmm = calculateNewAmm;
 function calculateUpdatedAMM(amm, oraclePriceData) {
-    if (!(oraclePriceData === null || oraclePriceData === void 0 ? void 0 : oraclePriceData.fetchedWithMMOracle)) {
-        console.log('Use driftClient method getMMOracleDataForPerpMarket for accurate MM pricing');
-    }
     if (amm.curveUpdateIntensity == 0 || oraclePriceData === undefined) {
         return amm;
     }
@@ -108,8 +105,9 @@ function calculateUpdatedAMM(amm, oraclePriceData) {
 }
 exports.calculateUpdatedAMM = calculateUpdatedAMM;
 function calculateUpdatedAMMSpreadReserves(amm, direction, oraclePriceData, isPrediction = false) {
-    if (!(oraclePriceData === null || oraclePriceData === void 0 ? void 0 : oraclePriceData.fetchedWithMMOracle)) {
-        console.log('Use driftClient method getMMOracleDataForPerpMarket for accurate MM pricing');
+    if (!(oraclePriceData === null || oraclePriceData === void 0 ? void 0 : oraclePriceData.fetchedWithMMOracle) &&
+        (oraclePriceData === null || oraclePriceData === void 0 ? void 0 : oraclePriceData.isMMOracleActive)) {
+        console.log('Use driftClient method getMMOracleDataForPerpMarket for accurate updated AMM in calculateUpdatedAMMSpreadReserves');
     }
     const newAmm = calculateUpdatedAMM(amm, oraclePriceData);
     const [shortReserves, longReserves] = calculateSpreadReserves(newAmm, oraclePriceData, undefined, isPrediction);
@@ -125,10 +123,28 @@ function calculateUpdatedAMMSpreadReserves(amm, direction, oraclePriceData, isPr
     return result;
 }
 exports.calculateUpdatedAMMSpreadReserves = calculateUpdatedAMMSpreadReserves;
-function calculateBidAskPrice(amm, oraclePriceData, withUpdate = true, isPrediction = false) {
-    if (!(oraclePriceData === null || oraclePriceData === void 0 ? void 0 : oraclePriceData.fetchedWithMMOracle)) {
-        console.log('Use driftClient method getMMOracleDataForPerpMarket for accurate MM pricing');
+function calculateAMMBidAskPrice(amm, oraclePriceData, withUpdate = true, isPrediction = false) {
+    if (!(oraclePriceData === null || oraclePriceData === void 0 ? void 0 : oraclePriceData.fetchedWithMMOracle) &&
+        (oraclePriceData === null || oraclePriceData === void 0 ? void 0 : oraclePriceData.isMMOracleActive)) {
+        console.log('Use driftClient method getMMOracleDataForPerpMarket for accurate MM pricing in calculateAMMBidAskPrice');
+    }
+    let newAmm;
+    if (withUpdate) {
+        newAmm = calculateUpdatedAMM(amm, oraclePriceData);
+    }
+    else {
+        newAmm = amm;
     }
+    const [bidReserves, askReserves] = calculateSpreadReserves(newAmm, oraclePriceData, undefined, isPrediction);
+    const askPrice = calculatePrice(askReserves.baseAssetReserve, askReserves.quoteAssetReserve, newAmm.pegMultiplier);
+    const bidPrice = calculatePrice(bidReserves.baseAssetReserve, bidReserves.quoteAssetReserve, newAmm.pegMultiplier);
+    return [bidPrice, askPrice];
+}
+exports.calculateAMMBidAskPrice = calculateAMMBidAskPrice;
+/**
+ * @deprecated Use calculateAMMBidAskPrice instead
+ */
+function calculateBidAskPrice(amm, oraclePriceData, withUpdate = true, isPrediction = false) {
     let newAmm;
     if (withUpdate) {
         newAmm = calculateUpdatedAMM(amm, oraclePriceData);

package/lib/browser/math/market.d.ts

@@ -38,3 +38,13 @@ export declare function calculateAvailablePerpLiquidity(market: PerpMarketAccoun
     asks: BN;
 };
 export declare function calculatePerpMarketBaseLiquidatorFee(market: PerpMarketAccount, userHighLeverageMode: boolean): number;
+/**
+ * Calculates trigger price for a perp market based on oracle price and current time
+ * Implements the same logic as the Rust get_trigger_price function
+ *
+ * @param market - The perp market account
+ * @param oraclePrice - Current oracle price (precision: PRICE_PRECISION)
+ * @param now - Current timestamp in seconds
+ * @returns trigger price (precision: PRICE_PRECISION)
+ */
+export declare function getTriggerPrice(market: PerpMarketAccount, oraclePrice: BN, now: BN, useMedianPrice: boolean): BN;

package/lib/browser/math/market.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculatePerpMarketBaseLiquidatorFee = exports.calculateAvailablePerpLiquidity = exports.calculateNetUserPnlImbalance = exports.calculateNetUserPnl = exports.calculateMarketMaxAvailableInsurance = exports.calculateMarketAvailablePNL = exports.calculateUnrealizedAssetWeight = exports.calculateMarketMarginRatio = exports.calculateOracleSpread = exports.calculateOracleReserveSpread = exports.calculateNewMarketAfterTrade = exports.calculateAskPrice = exports.calculateBidPrice = exports.calculateReservePrice = void 0;
+exports.getTriggerPrice = exports.calculatePerpMarketBaseLiquidatorFee = exports.calculateAvailablePerpLiquidity = exports.calculateNetUserPnlImbalance = exports.calculateNetUserPnl = exports.calculateMarketMaxAvailableInsurance = exports.calculateMarketAvailablePNL = exports.calculateUnrealizedAssetWeight = exports.calculateMarketMarginRatio = exports.calculateOracleSpread = exports.calculateOracleReserveSpread = exports.calculateNewMarketAfterTrade = exports.calculateAskPrice = exports.calculateBidPrice = exports.calculateReservePrice = void 0;
 const anchor_1 = require("@coral-xyz/anchor");
 const types_1 = require("../types");
 const amm_1 = require("./amm");
@@ -172,3 +172,78 @@ function calculatePerpMarketBaseLiquidatorFee(market, userHighLeverageMode) {
     }
 }
 exports.calculatePerpMarketBaseLiquidatorFee = calculatePerpMarketBaseLiquidatorFee;
+/**
+ * Calculates trigger price for a perp market based on oracle price and current time
+ * Implements the same logic as the Rust get_trigger_price function
+ *
+ * @param market - The perp market account
+ * @param oraclePrice - Current oracle price (precision: PRICE_PRECISION)
+ * @param now - Current timestamp in seconds
+ * @returns trigger price (precision: PRICE_PRECISION)
+ */
+function getTriggerPrice(market, oraclePrice, now, useMedianPrice) {
+    if (!useMedianPrice) {
+        return oraclePrice.abs();
+    }
+    const lastFillPrice = market.lastFillPrice;
+    // Calculate 5-minute basis
+    const markPrice5minTwap = market.amm.lastMarkPriceTwap5Min;
+    const lastOraclePriceTwap5min = market.amm.historicalOracleData.lastOraclePriceTwap5Min;
+    const basis5min = markPrice5minTwap.sub(lastOraclePriceTwap5min);
+    const oraclePlusBasis5min = oraclePrice.add(basis5min);
+    // Calculate funding basis
+    const lastFundingBasis = getLastFundingBasis(market, oraclePrice, now);
+    const oraclePlusFundingBasis = oraclePrice.add(lastFundingBasis);
+    const prices = [
+        lastFillPrice.gt(numericConstants_1.ZERO) ? lastFillPrice : oraclePrice,
+        oraclePlusFundingBasis,
+        oraclePlusBasis5min,
+    ].sort((a, b) => a.cmp(b));
+    const medianPrice = prices[1];
+    return clampTriggerPrice(market, oraclePrice.abs(), medianPrice);
+}
+exports.getTriggerPrice = getTriggerPrice;
+/**
+ * Calculates the last funding basis for trigger price calculation
+ * Implements the same logic as the Rust get_last_funding_basis function
+ */
+function getLastFundingBasis(market, oraclePrice, now) {
+    if (market.amm.lastFundingOracleTwap.gt(numericConstants_1.ZERO)) {
+        const lastFundingRate = market.amm.lastFundingRate
+            .mul(numericConstants_1.PRICE_PRECISION)
+            .div(market.amm.lastFundingOracleTwap)
+            .muln(24);
+        const lastFundingRatePreAdj = lastFundingRate.sub(numericConstants_1.FUNDING_RATE_PRECISION.div(new anchor_1.BN(5000)) // FUNDING_RATE_OFFSET_PERCENTAGE
+        );
+        const timeLeftUntilFundingUpdate = anchor_1.BN.min(anchor_1.BN.max(now.sub(market.amm.lastFundingRateTs), numericConstants_1.ZERO), market.amm.fundingPeriod);
+        const lastFundingBasis = oraclePrice
+            .mul(lastFundingRatePreAdj)
+            .div(numericConstants_1.PERCENTAGE_PRECISION)
+            .mul(market.amm.fundingPeriod.sub(timeLeftUntilFundingUpdate))
+            .div(market.amm.fundingPeriod)
+            .div(new anchor_1.BN(1000)); // FUNDING_RATE_BUFFER
+        return lastFundingBasis;
+    }
+    else {
+        return numericConstants_1.ZERO;
+    }
+}
+/**
+ * Clamps trigger price based on contract tier
+ * Implements the same logic as the Rust clamp_trigger_price function
+ */
+function clampTriggerPrice(market, oraclePrice, medianPrice) {
+    let maxBpsDiff;
+    const tier = market.contractTier;
+    if ((0, types_1.isVariant)(tier, 'a') || (0, types_1.isVariant)(tier, 'b')) {
+        maxBpsDiff = new anchor_1.BN(500); // 20 BPS
+    }
+    else if ((0, types_1.isVariant)(tier, 'c')) {
+        maxBpsDiff = new anchor_1.BN(100); // 100 BPS
+    }
+    else {
+        maxBpsDiff = new anchor_1.BN(40); // 250 BPS
+    }
+    const maxOracleDiff = oraclePrice.div(maxBpsDiff);
+    return anchor_1.BN.min(anchor_1.BN.max(medianPrice, oraclePrice.sub(maxOracleDiff)), oraclePrice.add(maxOracleDiff));
+}

package/lib/browser/math/orders.d.ts

@@ -23,3 +23,4 @@ export declare function isTriggered(order: Order): boolean;
 export declare function isRestingLimitOrder(order: Order, slot: number): boolean;
 export declare function isTakingOrder(order: Order, slot: number): boolean;
 export declare function isSignedMsgOrder(order: Order): boolean;
+export declare function calculateOrderBaseAssetAmount(order: Order, existingBaseAssetAmount: BN): BN;

package/lib/browser/math/orders.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.isSignedMsgOrder = exports.isTakingOrder = exports.isRestingLimitOrder = exports.isTriggered = exports.mustBeTriggered = exports.isLimitOrder = exports.isMarketOrder = exports.isOrderExpired = exports.calculateBaseAssetAmountToFillUpToLimitPrice = exports.calculateBaseAssetAmountForAmmToFulfill = exports.isFillableByVAMM = exports.hasAuctionPrice = exports.hasLimitPrice = exports.applyProtectedMakerParams = exports.getLimitPrice = exports.standardizePrice = exports.standardizeBaseAssetAmount = exports.isOrderReduceOnly = exports.isOrderRiskIncreasingInSameDirection = exports.isOrderRiskIncreasing = void 0;
+exports.calculateOrderBaseAssetAmount = exports.isSignedMsgOrder = exports.isTakingOrder = exports.isRestingLimitOrder = exports.isTriggered = exports.mustBeTriggered = exports.isLimitOrder = exports.isMarketOrder = exports.isOrderExpired = exports.calculateBaseAssetAmountToFillUpToLimitPrice = exports.calculateBaseAssetAmountForAmmToFulfill = exports.isFillableByVAMM = exports.hasAuctionPrice = exports.hasLimitPrice = exports.applyProtectedMakerParams = exports.getLimitPrice = exports.standardizePrice = exports.standardizeBaseAssetAmount = exports.isOrderReduceOnly = exports.isOrderRiskIncreasingInSameDirection = exports.isOrderRiskIncreasing = void 0;
 const types_1 = require("../types");
 const numericConstants_1 = require("../constants/numericConstants");
 const anchor_1 = require("@coral-xyz/anchor");
@@ -240,3 +240,15 @@ function isSignedMsgOrder(order) {
     return (order.bitFlags & FLAG_IS_SIGNED_MSG) !== 0;
 }
 exports.isSignedMsgOrder = isSignedMsgOrder;
+function calculateOrderBaseAssetAmount(order, existingBaseAssetAmount) {
+    if (!order.reduceOnly) {
+        return order.baseAssetAmount;
+    }
+    if ((0, types_1.isVariant)(order.direction, 'long')) {
+        return anchor_1.BN.min(anchor_1.BN.min(existingBaseAssetAmount, numericConstants_1.ZERO).abs(), order.baseAssetAmount);
+    }
+    else {
+        return anchor_1.BN.min(anchor_1.BN.max(existingBaseAssetAmount, numericConstants_1.ZERO), order.baseAssetAmount);
+    }
+}
+exports.calculateOrderBaseAssetAmount = calculateOrderBaseAssetAmount;

package/lib/browser/math/state.d.ts

@@ -3,3 +3,4 @@ import { BN } from '@coral-xyz/anchor';
 import { StateAccount } from '../types';
 export declare function calculateInitUserFee(stateAccount: StateAccount): BN;
 export declare function getMaxNumberOfSubAccounts(stateAccount: StateAccount): BN;
+export declare function useMedianTriggerPrice(stateAccount: StateAccount): boolean;

package/lib/browser/math/state.js

@@ -1,8 +1,9 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getMaxNumberOfSubAccounts = exports.calculateInitUserFee = void 0;
+exports.useMedianTriggerPrice = exports.getMaxNumberOfSubAccounts = exports.calculateInitUserFee = void 0;
 const anchor_1 = require("@coral-xyz/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
+const types_1 = require("../types");
 function calculateInitUserFee(stateAccount) {
     const maxInitFee = new anchor_1.BN(stateAccount.maxInitializeUserFee)
         .mul(numericConstants_1.LAMPORTS_PRECISION)
@@ -29,3 +30,7 @@ function getMaxNumberOfSubAccounts(stateAccount) {
     return new anchor_1.BN(stateAccount.maxNumberOfSubAccounts).muln(100);
 }
 exports.getMaxNumberOfSubAccounts = getMaxNumberOfSubAccounts;
+function useMedianTriggerPrice(stateAccount) {
+    return ((stateAccount.featureBitFlags & types_1.FeatureBitFlags.MEDIAN_TRIGGER_PRICE) > 0);
+}
+exports.useMedianTriggerPrice = useMedianTriggerPrice;

package/lib/browser/oracles/types.d.ts

@@ -18,6 +18,7 @@ export type OraclePriceData = {
     twapConfidence?: BN;
     maxPrice?: BN;
     fetchedWithMMOracle?: boolean;
+    isMMOracleActive?: boolean;
 };
 export type OracleInfo = {
     publicKey: PublicKey;

package/lib/browser/oracles/utils.js

@@ -1,12 +1,10 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.getOracleConfidenceFromMMOracleData = void 0;
-const numericConstants_1 = require("../constants/numericConstants");
 function getOracleConfidenceFromMMOracleData(mmOracleData) {
     const mmOracleDiffPremium = mmOracleData.mmOraclePrice
         .sub(mmOracleData.oraclePriceData.price)
-        .abs()
-        .div(numericConstants_1.FIVE);
+        .abs();
     return mmOracleData.oraclePriceData.confidence.add(mmOracleDiffPremium);
 }
 exports.getOracleConfidenceFromMMOracleData = getOracleConfidenceFromMMOracleData;

package/lib/browser/orderSubscriber/OrderSubscriber.d.ts

@@ -11,7 +11,7 @@ import { PollingSubscription } from './PollingSubscription';
 import { WebsocketSubscription } from './WebsocketSubscription';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import { EventEmitter } from 'events';
-import { ProtectMakerParamsMap } from '../index';
+import { ProtectMakerParamsMap } from '../dlob/types';
 import { grpcSubscription } from './grpcSubscription';
 export declare class OrderSubscriber {
     driftClient: DriftClient;

package/lib/browser/orderSubscriber/OrderSubscriber.js

@@ -9,6 +9,7 @@ const PollingSubscription_1 = require("./PollingSubscription");
 const WebsocketSubscription_1 = require("./WebsocketSubscription");
 const events_1 = require("events");
 const index_1 = require("../index");
+const anchor_1 = require("@coral-xyz/anchor");
 const user_1 = require("../decode/user");
 const grpcSubscription_1 = require("./grpcSubscription");
 const userStatus_1 = require("../math/userStatus");
@@ -115,7 +116,7 @@ class OrderSubscriber {
             if (dataType === 'raw') {
                 // @ts-ignore
                 const buffer = buffer_1.Buffer.from(data[0], data[1]);
-                const newLastActiveSlot = new index_1.BN(buffer.subarray(4328, 4328 + 8), undefined, 'le');
+                const newLastActiveSlot = new anchor_1.BN(buffer.subarray(4328, 4328 + 8), undefined, 'le');
                 if (slotAndUserAccount &&
                     slotAndUserAccount.userAccount.lastActiveSlot.gt(newLastActiveSlot)) {
                     return;
@@ -124,7 +125,7 @@ class OrderSubscriber {
             }
             else if (dataType === 'buffer') {
                 const buffer = data;
-                const newLastActiveSlot = new index_1.BN(buffer.subarray(4328, 4328 + 8), undefined, 'le');
+                const newLastActiveSlot = new anchor_1.BN(buffer.subarray(4328, 4328 + 8), undefined, 'le');
                 if (slotAndUserAccount &&
                     slotAndUserAccount.userAccount.lastActiveSlot.gt(newLastActiveSlot)) {
                     return;
@@ -155,11 +156,17 @@ class OrderSubscriber {
         return new DLOB_1.DLOB(protectedMakerParamsMap);
     }
     async getDLOB(slot, protectedMakerParamsMap) {
+        var _a;
         const dlob = this.createDLOB(protectedMakerParamsMap);
         for (const [key, { userAccount }] of this.usersAccounts.entries()) {
             const protectedMaker = (0, userStatus_1.isUserProtectedMaker)(userAccount);
             for (const order of userAccount.orders) {
-                dlob.insertOrder(order, key, slot, protectedMaker);
+                let baseAssetAmount = order.baseAssetAmount;
+                if (order.reduceOnly) {
+                    const existingBaseAmount = ((_a = userAccount.perpPositions.find((pos) => pos.marketIndex === order.marketIndex && pos.openOrders > 0)) === null || _a === void 0 ? void 0 : _a.baseAssetAmount) || index_1.ZERO;
+                    baseAssetAmount = (0, index_1.calculateOrderBaseAssetAmount)(order, existingBaseAmount);
+                }
+                dlob.insertOrder(order, key, slot, protectedMaker, baseAssetAmount);
             }
         }
         return dlob;

package/lib/browser/types.d.ts

@@ -18,6 +18,10 @@ export declare enum ExchangeStatus {
     AMM_IMMEDIATE_FILL_PAUSED = 128,
     PAUSED = 255
 }
+export declare enum FeatureBitFlags {
+    MM_ORACLE_UPDATE = 1,
+    MEDIAN_TRIGGER_PRICE = 2
+}
 export declare class MarketStatus {
     static readonly INITIALIZED: {
         initialized: {};
@@ -860,6 +864,7 @@ export type StateAccount = {
     initialPctToLiquidate: number;
     liquidationDuration: number;
     maxInitializeUserFee: number;
+    featureBitFlags: number;
 };
 export type PerpMarketAccount = {
     status: MarketStatus;
@@ -903,6 +908,7 @@ export type PerpMarketAccount = {
     highLeverageMarginRatioMaintenance: number;
     protectedMakerLimitPriceDivisor: number;
     protectedMakerDynamicDivisor: number;
+    lastFillPrice: BN;
 };
 export type HistoricalOracleData = {
     lastOraclePrice: BN;
@@ -1081,6 +1087,7 @@ export type AMM = {
     takerSpeedBumpOverride: number;
     ammSpreadAdjustment: number;
     ammInventorySpreadAdjustment: number;
+    lastFundingOracleTwap: BN;
 };
 export type PerpPosition = {
     baseAssetAmount: BN;

package/lib/browser/types.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.SwapReduceOnly = exports.PlaceAndTakeOrderSuccessCondition = exports.FuelOverflowStatus = exports.ReferrerStatus = exports.DefaultOrderParams = exports.ModifyOrderPolicy = exports.OrderParamsBitFlag = exports.PostOnlyParams = exports.LiquidationType = exports.LPAction = exports.TradeSide = exports.getVariant = exports.isOneOfVariant = exports.isVariant = exports.SettlePnlMode = exports.StakeAction = exports.SpotFulfillmentConfigStatus = exports.SettlePnlExplanation = exports.DepositExplanation = exports.SpotFulfillmentStatus = exports.SpotFulfillmentType = exports.OrderTriggerCondition = exports.OrderActionExplanation = exports.OrderAction = exports.OrderBitFlag = exports.OrderStatus = exports.MarketType = exports.OrderType = exports.OracleSourceNum = exports.OracleSource = exports.DepositDirection = exports.PositionDirection = exports.SpotBalanceType = exports.SwapDirection = exports.TokenProgramFlag = exports.AssetTier = exports.ContractTier = exports.ContractType = exports.MarginMode = exports.UserStatus = exports.InsuranceFundOperation = exports.SpotOperation = exports.PerpOperation = exports.MarketStatus = exports.ExchangeStatus = void 0;
+exports.SwapReduceOnly = exports.PlaceAndTakeOrderSuccessCondition = exports.FuelOverflowStatus = exports.ReferrerStatus = exports.DefaultOrderParams = exports.ModifyOrderPolicy = exports.OrderParamsBitFlag = exports.PostOnlyParams = exports.LiquidationType = exports.LPAction = exports.TradeSide = exports.getVariant = exports.isOneOfVariant = exports.isVariant = exports.SettlePnlMode = exports.StakeAction = exports.SpotFulfillmentConfigStatus = exports.SettlePnlExplanation = exports.DepositExplanation = exports.SpotFulfillmentStatus = exports.SpotFulfillmentType = exports.OrderTriggerCondition = exports.OrderActionExplanation = exports.OrderAction = exports.OrderBitFlag = exports.OrderStatus = exports.MarketType = exports.OrderType = exports.OracleSourceNum = exports.OracleSource = exports.DepositDirection = exports.PositionDirection = exports.SpotBalanceType = exports.SwapDirection = exports.TokenProgramFlag = exports.AssetTier = exports.ContractTier = exports.ContractType = exports.MarginMode = exports.UserStatus = exports.InsuranceFundOperation = exports.SpotOperation = exports.PerpOperation = exports.MarketStatus = exports.FeatureBitFlags = exports.ExchangeStatus = void 0;
 const numericConstants_1 = require("./constants/numericConstants");
 // # Utility Types / Enums / Constants
 var ExchangeStatus;
@@ -16,6 +16,11 @@ var ExchangeStatus;
     ExchangeStatus[ExchangeStatus["AMM_IMMEDIATE_FILL_PAUSED"] = 128] = "AMM_IMMEDIATE_FILL_PAUSED";
     ExchangeStatus[ExchangeStatus["PAUSED"] = 255] = "PAUSED";
 })(ExchangeStatus || (exports.ExchangeStatus = ExchangeStatus = {}));
+var FeatureBitFlags;
+(function (FeatureBitFlags) {
+    FeatureBitFlags[FeatureBitFlags["MM_ORACLE_UPDATE"] = 1] = "MM_ORACLE_UPDATE";
+    FeatureBitFlags[FeatureBitFlags["MEDIAN_TRIGGER_PRICE"] = 2] = "MEDIAN_TRIGGER_PRICE";
+})(FeatureBitFlags || (exports.FeatureBitFlags = FeatureBitFlags = {}));
 class MarketStatus {
 }
 exports.MarketStatus = MarketStatus;

package/lib/node/accounts/grpcAccountSubscriber.d.ts

@@ -9,6 +9,7 @@ export declare class grpcAccountSubscriber<T> extends WebSocketAccountSubscriber
     private stream;
     private commitmentLevel;
     listenerId?: number;
+    private enableReconnect;
     private constructor();
     static create<U>(grpcConfigs: GrpcConfigs, accountName: string, program: Program, accountPublicKey: PublicKey, decodeBuffer?: (buffer: Buffer) => U, resubOpts?: ResubOpts): Promise<grpcAccountSubscriber<U>>;
     subscribe(onChange: (data: T) => void): Promise<void>;

package/lib/node/accounts/grpcAccountSubscriber.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"grpcAccountSubscriber.d.ts","sourceRoot":"","sources":["../../../src/accounts/grpcAccountSubscriber.ts"],"names":[],"mappings":";;AAAA,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,MAAM,SAAS,CAAC;AACjD,OAAO,EAAE,OAAO,EAAE,MAAM,mBAAmB,CAAC;AAC5C,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAG5C,OAAO,EAAE,0BAA0B,EAAE,MAAM,8BAA8B,CAAC;AAU1E,qBAAa,qBAAqB,CAAC,CAAC,CAAE,SAAQ,0BAA0B,CAAC,CAAC,CAAC;IAC1E,OAAO,CAAC,MAAM,CAAS;IACvB,OAAO,CAAC,MAAM,CAAwD;IACtE,OAAO,CAAC,eAAe,CAAkB;IAClC,UAAU,CAAC,EAAE,MAAM,CAAC;IAE3B,OAAO;WAca,MAAM,CAAC,CAAC,EAC3B,WAAW,EAAE,WAAW,EACxB,WAAW,EAAE,MAAM,EACnB,OAAO,EAAE,OAAO,EAChB,gBAAgB,EAAE,SAAS,EAC3B,YAAY,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,KAAK,CAAC,EACpC,SAAS,CAAC,EAAE,SAAS,GACnB,OAAO,CAAC,qBAAqB,CAAC,CAAC,CAAC,CAAC;IAqBrB,SAAS,CAAC,QAAQ,EAAE,CAAC,IAAI,EAAE,CAAC,KAAK,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC;IA6FrD,WAAW,CAAC,OAAO,UAAQ,GAAG,OAAO,CAAC,IAAI,CAAC;CAwC1D"}
+{"version":3,"file":"grpcAccountSubscriber.d.ts","sourceRoot":"","sources":["../../../src/accounts/grpcAccountSubscriber.ts"],"names":[],"mappings":";;AAAA,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,MAAM,SAAS,CAAC;AACjD,OAAO,EAAE,OAAO,EAAE,MAAM,mBAAmB,CAAC;AAC5C,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAG5C,OAAO,EAAE,0BAA0B,EAAE,MAAM,8BAA8B,CAAC;AAU1E,qBAAa,qBAAqB,CAAC,CAAC,CAAE,SAAQ,0BAA0B,CAAC,CAAC,CAAC;IAC1E,OAAO,CAAC,MAAM,CAAS;IACvB,OAAO,CAAC,MAAM,CAAwD;IACtE,OAAO,CAAC,eAAe,CAAkB;IAClC,UAAU,CAAC,EAAE,MAAM,CAAC;IAC3B,OAAO,CAAC,eAAe,CAAU;IAEjC,OAAO;WAgBa,MAAM,CAAC,CAAC,EAC3B,WAAW,EAAE,WAAW,EACxB,WAAW,EAAE,MAAM,EACnB,OAAO,EAAE,OAAO,EAChB,gBAAgB,EAAE,SAAS,EAC3B,YAAY,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,KAAK,CAAC,EACpC,SAAS,CAAC,EAAE,SAAS,GACnB,OAAO,CAAC,qBAAqB,CAAC,CAAC,CAAC,CAAC;IAsBrB,SAAS,CAAC,QAAQ,EAAE,CAAC,IAAI,EAAE,CAAC,KAAK,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC;IAsGrD,WAAW,CAAC,OAAO,UAAQ,GAAG,OAAO,CAAC,IAAI,CAAC;CAwC1D"}

package/lib/node/accounts/grpcAccountSubscriber.js

@@ -29,10 +29,11 @@ const Buffer = __importStar(require("buffer"));
 const webSocketAccountSubscriber_1 = require("./webSocketAccountSubscriber");
 const grpc_1 = require("../isomorphic/grpc");
 class grpcAccountSubscriber extends webSocketAccountSubscriber_1.WebSocketAccountSubscriber {
-    constructor(client, commitmentLevel, accountName, program, accountPublicKey, decodeBuffer, resubOpts) {
+    constructor(client, commitmentLevel, accountName, program, accountPublicKey, decodeBuffer, resubOpts, enableReconnect = false) {
         super(accountName, program, accountPublicKey, decodeBuffer, resubOpts);
         this.client = client;
         this.commitmentLevel = commitmentLevel;
+        this.enableReconnect = enableReconnect;
     }
     static async create(grpcConfigs, accountName, program, accountPublicKey, decodeBuffer, resubOpts) {
         var _a, _b;
@@ -40,7 +41,7 @@ class grpcAccountSubscriber extends webSocketAccountSubscriber_1.WebSocketAccoun
         const commitmentLevel = 
         // @ts-ignore :: isomorphic exported enum fails typescript but will work at runtime
         (_b = grpcConfigs.commitmentLevel) !== null && _b !== void 0 ? _b : CommitmentLevel.CONFIRMED;
-        return new grpcAccountSubscriber(client, commitmentLevel, accountName, program, accountPublicKey, decodeBuffer, resubOpts);
+        return new grpcAccountSubscriber(client, commitmentLevel, accountName, program, accountPublicKey, decodeBuffer, resubOpts, grpcConfigs.enableReconnect);
     }
     async subscribe(onChange) {
         if (this.listenerId != null || this.isUnsubscribing) {
@@ -70,16 +71,19 @@ class grpcAccountSubscriber extends webSocketAccountSubscriber_1.WebSocketAccoun
             entry: {},
             transactionsStatus: {},
         };
-        this.stream.on('error', (error) => {
-            // @ts-ignore
-            if (error.code === 1) {
-                // expected: 1 CANCELLED: Cancelled on client
-                return;
-            }
-            else {
-                console.error('GRPC unexpected error caught:', error);
-            }
-        });
+        if (this.enableReconnect) {
+            this.stream.on('error', (error) => {
+                // @ts-ignore
+                if (error.code === 1) {
+                    // expected: 1 CANCELLED: Cancelled on client
+                    console.error('GRPC (grpcAccountSubscriber) Cancelled on client caught:', error);
+                    return;
+                }
+                else {
+                    console.error('GRPC (grpcAccountSubscriber) unexpected error caught:', error);
+                }
+            });
+        }
         this.stream.on('data', (chunk) => {
             var _a;
             if (!chunk.account) {

package/lib/node/accounts/grpcProgramAccountSubscriber.d.ts

@@ -9,6 +9,7 @@ export declare class grpcProgramAccountSubscriber<T> extends WebSocketProgramAcc
     private stream;
     private commitmentLevel;
     listenerId?: number;
+    private enableReconnect;
     private constructor();
     static create<U>(grpcConfigs: GrpcConfigs, subscriptionName: string, accountDiscriminator: string, program: Program, decodeBufferFn: (accountName: string, ix: Buffer) => U, options?: {
         filters: MemcmpFilter[];

package/lib/node/accounts/grpcProgramAccountSubscriber.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"grpcProgramAccountSubscriber.d.ts","sourceRoot":"","sources":["../../../src/accounts/grpcProgramAccountSubscriber.ts"],"names":[],"mappings":";;AAAA,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,MAAM,SAAS,CAAC;AACjD,OAAO,EAAE,OAAO,EAAE,MAAM,mBAAmB,CAAC;AAE5C,OAAO,EAAE,OAAO,EAAE,YAAY,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAEnE,OAAO,EAAE,iCAAiC,EAAE,MAAM,qCAAqC,CAAC;AAUxF,qBAAa,4BAA4B,CACxC,CAAC,CACA,SAAQ,iCAAiC,CAAC,CAAC,CAAC;IAC7C,OAAO,CAAC,MAAM,CAAS;IACvB,OAAO,CAAC,MAAM,CAAwD;IACtE,OAAO,CAAC,eAAe,CAAkB;IAClC,UAAU,CAAC,EAAE,MAAM,CAAC;IAE3B,OAAO;WAwBa,MAAM,CAAC,CAAC,EAC3B,WAAW,EAAE,WAAW,EACxB,gBAAgB,EAAE,MAAM,EACxB,oBAAoB,EAAE,MAAM,EAC5B,OAAO,EAAE,OAAO,EAChB,cAAc,EAAE,CAAC,WAAW,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,KAAK,CAAC,EACtD,OAAO,GAAE;QAAE,OAAO,EAAE,YAAY,EAAE,CAAA;KAEjC,EACD,SAAS,CAAC,EAAE,SAAS,GACnB,OAAO,CAAC,4BAA4B,CAAC,CAAC,CAAC,CAAC;IAsBrC,SAAS,CACd,QAAQ,EAAE,CACT,SAAS,EAAE,SAAS,EACpB,IAAI,EAAE,CAAC,EACP,OAAO,EAAE,OAAO,EAChB,MAAM,EAAE,MAAM,KACV,IAAI,GACP,OAAO,CAAC,IAAI,CAAC;IAsGH,WAAW,CAAC,OAAO,UAAQ,GAAG,OAAO,CAAC,IAAI,CAAC;CAwCxD"}
+{"version":3,"file":"grpcProgramAccountSubscriber.d.ts","sourceRoot":"","sources":["../../../src/accounts/grpcProgramAccountSubscriber.ts"],"names":[],"mappings":";;AAAA,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,MAAM,SAAS,CAAC;AACjD,OAAO,EAAE,OAAO,EAAE,MAAM,mBAAmB,CAAC;AAE5C,OAAO,EAAE,OAAO,EAAE,YAAY,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAEnE,OAAO,EAAE,iCAAiC,EAAE,MAAM,qCAAqC,CAAC;AAUxF,qBAAa,4BAA4B,CACxC,CAAC,CACA,SAAQ,iCAAiC,CAAC,CAAC,CAAC;IAC7C,OAAO,CAAC,MAAM,CAAS;IACvB,OAAO,CAAC,MAAM,CAAwD;IACtE,OAAO,CAAC,eAAe,CAAkB;IAClC,UAAU,CAAC,EAAE,MAAM,CAAC;IAC3B,OAAO,CAAC,eAAe,CAAU;IAEjC,OAAO;WA0Ba,MAAM,CAAC,CAAC,EAC3B,WAAW,EAAE,WAAW,EACxB,gBAAgB,EAAE,MAAM,EACxB,oBAAoB,EAAE,MAAM,EAC5B,OAAO,EAAE,OAAO,EAChB,cAAc,EAAE,CAAC,WAAW,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,KAAK,CAAC,EACtD,OAAO,GAAE;QAAE,OAAO,EAAE,YAAY,EAAE,CAAA;KAEjC,EACD,SAAS,CAAC,EAAE,SAAS,GACnB,OAAO,CAAC,4BAA4B,CAAC,CAAC,CAAC,CAAC;IAuBrC,SAAS,CACd,QAAQ,EAAE,CACT,SAAS,EAAE,SAAS,EACpB,IAAI,EAAE,CAAC,EACP,OAAO,EAAE,OAAO,EAChB,MAAM,EAAE,MAAM,KACV,IAAI,GACP,OAAO,CAAC,IAAI,CAAC;IAiHH,WAAW,CAAC,OAAO,UAAQ,GAAG,OAAO,CAAC,IAAI,CAAC;CAwCxD"}